+145.1%
SPG vs ZCMD
-100.0%
+245.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | -0.2% |
| 7D | +2.0% | -7.7% | +9.7% | +2.1% |
| 30D | +17.2% | -34.8% | +52.0% | +17.9% |
| 3M | +6.3% | -56.3% | +62.6% | +7.3% |
| 6M | +18.7% | -99.7% | +118.4% | +29.0% |
| YTD | +30.1% | -99.9% | +130.0% | +44.9% |
| 1Y | +32.8% | -99.9% | +132.7% | +49.6% |
| 3Y | +133.6% | -100.0% | +233.6% | +188.3% |
| 5Y | +84.4% | -100.0% | +184.4% | +135.0% |
| All | +145.1% | -100.0% | +245.1% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling